That's a nicety I would happily ignore myself,
but I defer to sharper minds on these matters.
Turn and turn about, I am not clear that getting
standard errors from your first formulation is any
less or any more unproblematic.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> Metcalfe, Paul
> Sent: 24 July 2003 15:48
> To: '[email protected]'
> Subject: st: RE: RE: nested parameters
>
>
> Thanks for the reply Nick.
> I may be missing something myself, namely a braincell or two, but my
> understanding is that there is a problem in calculating the
> standard error
> of the parameter b, which in Nick's suggested
> parameterisation is -g/h. I
> don't think the standard errors for g and h cannot be used
> directly to
> derive the standard error for b. But I may be wrong and if so I'd be
> grateful to know.
>
>
>
> -----Original Message-----
> From: Nick Cox [mailto:[email protected]]
> Sent: Thursday, July 24, 2003 1:36 PM
> To: [email protected]
> Subject: st: RE: nested parameters
>
>
> I may be missing somethig, but the nesting here seems benign.
> You could reparameterise to
>
> Y1t = a + h Y2t + gXt + cZt + et
>
> after which it looks like a standard regression model.
>
> Nick
> [email protected]
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]]On Behalf Of
> > Metcalfe, Paul
> > Sent: 24 July 2003 13:11
> > To: '[email protected]'
> > Subject: st: nested parameters
> >
> >
> > I would like to estimate a model of the form: Y1t = a +
> > h(Y2t - bXt)+cZt+et
> > where a, h, b and c are the parameters to estimate and et
> > is the error term.
> > Is there a way to estimate this in stata?
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
